NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 04-Sep-2008
Day Change Summary
Previous Current
03-Sep-2008 04-Sep-2008 Change Change % Previous Week
Open 111.55 111.00 -0.55 -0.5% 115.70
High 111.55 111.84 0.29 0.3% 121.09
Low 109.45 108.34 -1.11 -1.0% 114.25
Close 110.97 109.51 -1.46 -1.3% 116.68
Range 2.10 3.50 1.40 66.7% 6.84
ATR 4.45 4.38 -0.07 -1.5% 0.00
Volume 20,315 12,739 -7,576 -37.3% 44,112
Daily Pivots for day following 04-Sep-2008
Classic Woodie Camarilla DeMark
R4 120.40 118.45 111.44
R3 116.90 114.95 110.47
R2 113.40 113.40 110.15
R1 111.45 111.45 109.83 110.68
PP 109.90 109.90 109.90 109.51
S1 107.95 107.95 109.19 107.18
S2 106.40 106.40 108.87
S3 102.90 104.45 108.55
S4 99.40 100.95 107.59
Weekly Pivots for week ending 29-Aug-2008
Classic Woodie Camarilla DeMark
R4 137.86 134.11 120.44
R3 131.02 127.27 118.56
R2 124.18 124.18 117.93
R1 120.43 120.43 117.31 122.31
PP 117.34 117.34 117.34 118.28
S1 113.59 113.59 116.05 115.47
S2 110.50 110.50 115.43
S3 103.66 106.75 114.80
S4 96.82 99.91 112.92
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121.09 107.61 13.48 12.3% 5.20 4.7% 14% False False 13,183
10 123.22 107.61 15.61 14.3% 4.84 4.4% 12% False False 10,020
20 123.22 107.61 15.61 14.3% 4.22 3.9% 12% False False 9,368
40 148.35 107.61 40.74 37.2% 4.33 4.0% 5% False False 7,583
60 148.35 107.61 40.74 37.2% 3.70 3.4% 5% False False 6,121
80 148.35 107.61 40.74 37.2% 3.48 3.2% 5% False False 5,229
100 148.35 107.61 40.74 37.2% 2.97 2.7% 5% False False 4,335
120 148.35 96.69 51.66 47.2% 2.72 2.5% 25% False False 3,704
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.68
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126.72
2.618 121.00
1.618 117.50
1.000 115.34
0.618 114.00
HIGH 111.84
0.618 110.50
0.500 110.09
0.382 109.68
LOW 108.34
0.618 106.18
1.000 104.84
1.618 102.68
2.618 99.18
4.250 93.47
Fisher Pivots for day following 04-Sep-2008
Pivot 1 day 3 day
R1 110.09 112.91
PP 109.90 111.77
S1 109.70 110.64

These figures are updated between 7pm and 10pm EST after a trading day.

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